+896.5%
XLV vs VRTX
+3,724.7%
-2,828.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | -0.1% |
| 7D | -3.7% | -6.4% | +2.7% | -2.8% |
| 30D | -1.1% | -0.5% | -0.6% | -1.0% |
| 3M | +8.2% | +16.9% | -8.7% | +5.9% |
| 6M | +8.9% | +13.1% | -4.2% | +6.9% |
| YTD | +8.5% | +14.9% | -6.4% | +6.2% |
| 1Y | +22.3% | +31.4% | -9.1% | +17.4% |
| 3Y | +32.6% | +51.9% | -19.3% | +23.6% |
| 5Y | +34.4% | +177.1% | -142.7% | +14.9% |
| 10Y | +175.4% | +456.3% | -280.9% | +112.5% |
| All | +896.5% | +3,724.7% | -2,828.2% | +377.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VRTX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling